Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.244150 0.264087 0.285447 0.310126 0.337974 0.368563 0.404895
2025-04-20 0.218408 0.244262 0.273340 0.308756 0.351118 0.400670 0.463788
2025-04-27 0.199786 0.229224 0.263611 0.307292 0.362110 0.429761 0.521430
2025-05-04 0.185084 0.216881 0.255214 0.305686 0.371743 0.457292 0.580091
2025-05-11 0.174147 0.207872 0.249678 0.306539 0.383898 0.488771 0.648052
2025-05-18 0.160996 0.194908 0.237860 0.297781 0.381870 0.500205 0.688682
2025-05-25 0.149116 0.182657 0.225909 0.287562 0.376420 0.505638 0.720455
2025-06-01 0.142549 0.176837 0.221924 0.287730 0.385442 0.532944 0.790739
2025-06-08 0.139326 0.175168 0.223289 0.295341 0.405887 0.579912 0.902194
2025-06-15 0.134640 0.171161 0.221047 0.297372 0.417807 0.614495 0.998315
2025-06-22 0.129360 0.165992 0.216771 0.295913 0.423884 0.639810 1.081773
2025-06-29 0.124465 0.161077 0.212515 0.294068 0.428995 0.663849 1.167548
2025-07-06 0.117593 0.153153 0.203618 0.284669 0.421130 0.664445 1.205974
2025-07-13 0.114129 0.149948 0.201495 0.285794 0.431272 0.699798 1.330938
2025-07-20 0.110707 0.146622 0.198974 0.286035 0.439813 0.733217 1.460944
2025-07-27 0.107380 0.143267 0.196199 0.285611 0.447041 0.764992 1.596653
2025-08-03 0.104740 0.140802 0.194641 0.287070 0.457827 0.805762 1.770691
2025-08-10 0.100221 0.135316 0.188082 0.279530 0.450783 0.806901 1.830707
2025-08-17 0.095645 0.129578 0.180883 0.270464 0.440040 0.798469 1.859644
2025-08-24 0.093407 0.127326 0.179124 0.270801 0.447802 0.833405 2.040417
2025-08-31 0.092731 0.127432 0.181129 0.277903 0.469791 0.905603 2.382817
2025-09-07 0.091035 0.125873 0.180329 0.279848 0.481328 0.954339 2.666875
2025-09-14 0.088801 0.123383 0.177872 0.278566 0.485872 0.985960 2.900474